+14.0%
SMTC vs PRU
+36.1%
-22.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.6% | +15.4% | +14.5% |
| 7D | -19.0% | +2.4% | -21.4% | -20.9% |
| 30D | -46.7% | +6.1% | -52.9% | -49.8% |
| 3M | -23.4% | -0.7% | -22.7% | -24.6% |
| 6M | -13.4% | +22.1% | -35.5% | -28.3% |
| YTD | +40.1% | +9.8% | +30.3% | +25.4% |
| 1Y | +47.7% | +19.4% | +28.3% | +23.4% |
| 3Y | +606.9% | +50.4% | +556.6% | +388.2% |
| All | +14.0% | +36.1% | -22.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling